Testing equality of the regression coefficients in panel data models

Asghar Esmaeli-Ayan, Ahad Malekzadeh and Farshin Hormozinejad

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 20, 7284-7296

Abstract: In this paper, we propose a new method to compare two or more panel data regression models. We aim to propose a method that is easily applicable to test the hypothesis of equality of regression coefficient vectors in panel data models with one-way and two-way error component regression. We present the results of our simulation study to compare our parametric bootstrap method with the other methods.

Date: 2022
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2021.1872637 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:51:y:2022:i:20:p:7284-7296

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2021.1872637

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().